+55.1%
DUK vs DECK
+25.8%
+29.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | +3.3% | +6.0% | -2.7% | +3.3% |
| 30D | +12.5% | +7.4% | +5.0% | +12.5% |
| 3M | +6.4% | -11.7% | +18.0% | +6.3% |
| 6M | +3.7% | -11.0% | +14.7% | +3.7% |
| YTD | +13.9% | -15.4% | +29.3% | +13.8% |
| 1Y | +8.8% | +7.2% | +1.5% | +9.0% |
| 3Y | +61.3% | -11.8% | +73.1% | +59.3% |
| 5Y | +55.1% | +24.3% | +30.8% | +46.5% |
| All | +55.1% | +25.8% | +29.3% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling